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Recent advances in knowledge graphs show great promise to link various data together to provide a semantic network. Place is an important part in the big picture of the knowledge graph since it serves as a powerful glue to link any data to its georeference. A key technical challenge in constructing knowledge graphs with location nodes as geographical references is the matching of place entities. Traditional methods typically rely on rule-based matching or machine-learning techniques to determine if two place names refer to the same location. However, these approaches are often limited in the feature selection of places for matching criteria, resulting in imbalanced consideration of spatial and semantic features. Deep feature-based methods such as deep learning methods show great promise for improved place data conflation. This paper introduces a Semantic-Spatial Aware Representation Learning Model (SSARLM) for Place Matching. SSARLM liberates the tedious manual feature extraction step inherent in traditional methods, enabling an end-to-end place entity matching pipeline. Furthermore, we introduce an embedding fusion module designed for the unified encoding of semantic and spatial information. In the experiment, we evaluate the approach to named places from Guangzhou and Shanghai cities in GeoNames, OpenStreetMap (OSM), and Baidu Map. The SSARLM is compared with several classical and commonly used binary classification machine learning models, and the state-of-the-art large language model, GPT-4. The results demonstrate the benefit of pre-trained models in data conflation of named places. [ABSTRACT FROM AUTHOR]

Building change detection (BCD) plays a vital role in city planning and development, ensuring the timely detection of urban changes near metro lines. Synthetic Aperture Radar (SAR) has the advantage of providing continuous image time series with all-weather and all-time capabilities for earth observation compared with optical remote sensors. Deep learning algorithms have extensively been applied for BCD to realize the automatic detection of building changes. However, existing deep learning-based BCD methods with SAR images suffer limited accuracy due to the speckle noise effect and insufficient feature extraction. In this paper, an attention-guided dual-branch fusion network (ADF-Net) is proposed for urban BCD to address this limitation. Specifically, high-resolution SAR images collected by TerraSAR-X have been utilized to detect building changes near metro line 8 in Shanghai with the ADF-Net model. In particular, a dual-branch structure is employed in ADF-Net to extract heterogeneous features from radiometrically calibrated TerraSAR-X images and log ratio images (i.e., difference images (DIs) in dB scale). In addition, the attention-guided cross-layer addition (ACLA) blocks are used to precisely locate the features of changed areas with the transformer-based attention mechanism, and the global attention mechanism with the residual unit (GAM-RU) blocks is introduced to enhance the representation learning capabilities and solve the problems of gradient fading. The effectiveness of ADF-Net is verified using evaluation metrics. The results demonstrate that ADF-Net generates better building change maps than other methods, including U-Net, FC-EF, SNUNet-CD, A2Net, DMINet, USFFCNet, EATDer, and DRPNet. As a result, some building area changes near metro line 8 in Shanghai have been accurately detected by ADF-Net. Furthermore, the prediction results are consistent with the changes derived from high-resolution optical remote sensing images. [ABSTRACT FROM AUTHOR]

The mixed ownership reform aims to improve the property rights structure of the state−owned enterprises (SOEs) and reduce agency costs, and the current mixed reform strategies mainly include equity blending by introducing external non−state capital, executive assignments, and employee stock ownership. In this paper, 953 valid data of A−shares listed in Shanghai and Shenzhen from 2008 to 2020 are used as samples to construct the indicators of mixed reform strategy by the literature statistics method. After obtaining multiple impact indicators, the regression impact model of corporate agency cost suppression strategy is constructed by MATLAB software using a machine learning algorithm. On this basis, the performance of multiple machine learning algorithms is compared, and it is found that the integrated optimization−based bag−boosting model is used to study the effect of hybrid reform strategy to reduce the agency costs of SOEs, and the proportional setting of indicators when the effect is optimal is also explored. Finally, the laws of different influencing factors on the agency costs of enterprises are explored separately by the eigenvalue method. The results of the study show that the proportion of shareholding of the first largest non−state shareholder is sin−functional with the agency costs of SOEs when non−state majority shareholders are introduced into SOEs' equity mix, and the agency costs tend to decrease after SOEs become privately held enterprises. The greater the number and proportion of supervisors appointed by non−state shareholders, the greater the supervisory restraint effect on SOE managers and the better the effect of suppressing agency costs. The participation of non−state−owned shareholders in the company's business decisions by appointed executives and the special resource advantages of SOEs intensify the occurrence of the self−interest of appointed executives and the increase of agency costs of SOEs. The implementation of an employee stock ownership plan plays the role of employee supervision and restraint on SOE managers, which reduces the agency costs of SOEs. Based on this, it can provide support for the government to improve the hybrid reform policy and promote the process layer by layer, and also provide theoretical reference for SOEs to deepen the equity mix, incentivize employee shareholding, and empower non−state shareholders to govern and thus reduce agency costs. [ABSTRACT FROM AUTHOR]

Accurate prediction of urban residential rents is of great importance for landlords, tenants, and investors. However, existing rents prediction models face challenges in meeting practical demands due to their limited perspectives and inadequate prediction performance. The existing individual prediction models often lack satisfactory accuracy, while ensemble learning models that combine multiple individual models to improve prediction results often overlook the impact of spatial heterogeneity on residential rents. To address these issues, this paper proposes a novel prediction model called GERPM, which stands for Geographically Weighted Stacking Ensemble Learning-Based Urban Residential Rents Prediction Model. GERPM comprehensively analyzes the influencing factors of residential rents from multiple perspectives and leverages a geographically weighted stacking ensemble learning approach. The model combines multiple machine learning and deep learning models, optimizes parameters to achieve optimal predictions, and incorporates the geographically weighted regression (GWR) model to consider spatial heterogeneity. By combining the strengths of deep learning and machine learning models and taking into account geographical factors, GERPM aims to improve prediction accuracy and provide robust predictions for urban residential rents. The model is evaluated using housing data from Nanjing, a major city in China, and compared with representative individual prediction models, the equal weight combination model, and the ensemble learning model. The experimental results demonstrate that GERPM outperforms other models in terms of prediction performance. Furthermore, the model's effectiveness and robustness are validated by applying it to other major cities in China, such as Shanghai and Hangzhou. Overall, GERPM shows promising potential in accurately predicting urban residential rents and contributing to the advancement of the rental market. [ABSTRACT FROM AUTHOR]

With the rapid development of global trade, ports and terminals are playing an increasingly important role, and automatic guided vehicles (AGVs) have been used as the main carriers performing the loading/unloading operations in automated container terminals. In this paper, we investigate a multi-AGV dynamic scheduling problem to improve the terminal operational efficiency, considering the sophisticated complexity and uncertainty involved in the port terminal operation. We propose to model the dynamic scheduling of AGVs as a Markov decision process (MDP) with mixed decision rules. Then, we develop a novel adaptive learning algorithm based on a deep Q-network (DQN) to generate the optimal policy. The proposed algorithm is trained based on data obtained from interactions with a simulation environment that reflects the real-world operation of an automated in Shanghai, China. The simulation studies show that, compared with conventional scheduling methods using a heuristic algorithm, i.e., genetic algorithm (GA) and rule-based scheduling, terminal the proposed approach performs better in terms of effectiveness and efficiency. [ABSTRACT FROM AUTHOR]

Time series prediction has been widely applied to the finance industry in applications such as stock market price and commodity price forecasting. Machine learning methods have been widely used in financial time series prediction in recent years. How to label financial time series data to determine the prediction accuracy of machine learning models and subsequently determine final investment returns is a hot topic. Existing labeling methods of financial time series mainly label data by comparing the current data with those of a short time period in the future. However, financial time series data are typically non-linear with obvious short-term randomness. Therefore, these labeling methods have not captured the continuous trend features of financial time series data, leading to a difference between their labeling results and real market trends. In this paper, a new labeling method called "continuous trend labeling" is proposed to address the above problem. In the feature preprocessing stage, this paper proposed a new method that can avoid the problem of look-ahead bias in traditional data standardization or normalization processes. Then, a detailed logical explanation was given, the definition of continuous trend labeling was proposed and also an automatic labeling algorithm was given to extract the continuous trend features of financial time series data. Experiments on the Shanghai Composite Index and Shenzhen Component Index and some stocks of China showed that our labeling method is a much better state-of-the-art labeling method in terms of classification accuracy and some other classification evaluation metrics. The results of the paper also proved that deep learning models such as LSTM and GRU are more suitable for dealing with the prediction of financial time series data. [ABSTRACT FROM AUTHOR]